Access Statistics for Raoul Pietersz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models 0 0 0 158 0 0 1 414
A Comparison of Single Factor Markov-functional and Multi Factor Market Models 0 1 1 503 0 1 4 965
Efficient Rank Reduction of Correlation Matrices 0 0 0 104 0 1 5 372
Efficient Rank Reduction of Correlation Matrices 0 0 0 243 0 0 6 820
Fast drift approximated pricing in the BGM model 0 0 0 709 0 0 4 1,723
Generic Market Models 0 0 0 469 0 0 4 1,514
Generic Market Models 0 0 0 155 2 2 6 509
Rank Reduction of Correlation Matrices by Majorization 0 0 0 220 2 3 7 634
Rank reduction of correlation matrices by majorization 0 0 0 22 0 0 1 90
Risk Managing Bermudan Swaptions in the Libor BGM Model 0 1 1 855 2 3 6 2,054
Risk managing bermudan swaptions in the libor BGM model 0 0 0 31 0 0 3 120
Total Working Papers 0 2 2 3,469 6 10 47 9,215


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Generic market models 0 0 1 33 0 0 1 121
Total Journal Articles 0 0 1 33 0 0 1 121


Statistics updated 2019-07-03